Class TradeBase

Namespace

DxFeed.Graal.Net.Events.Market

Assembly

DxFeed.Graal.Net.dll

Base class for common fields of Trade and TradeETH events. Trade events represent the most recent information that is available about the last trade on the market at any given moment of time.
For more details see Javadoc.

public abstract class TradeBase : MarketEvent, ILastingEvent, IEventType

Inheritance

object

MarketEvent

TradeBase

Implements

ILastingEvent

IEventType

Derived

Trade

TradeETH

Inherited Members

MarketEvent.EventSymbol

MarketEvent.EventTime

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Constructors

TradeBase()

Initializes a new instance of the TradeBase class.

protected TradeBase()

TradeBase(string?)

Initializes a new instance of the TradeBase class with the specified event symbol.

protected TradeBase(string? eventSymbol)

Parameters

eventSymbol string

The specified event symbol.

Fields

MaxSequence

Maximum allowed sequence value. Sequence

public const int MaxSequence = 4194303

Field Value

int

Properties

Change

Gets or sets change of the last trade.

public double Change { get; set; }

Property Value

double

DayId

Gets or sets identifier of the current trading day. Identifier of the day is the number of days passed since January 1, 1970.

public int DayId { get; set; }

Property Value

int

DayTurnover

Gets or sets total turnover traded for a day. Day VWAP can be computed with DayTurnover / DayVolume.

public double DayTurnover { get; set; }

Property Value

double

DayVolume

Gets or sets total volume traded for a day as floating number with fractions.

public double DayVolume { get; set; }

Property Value

double

ExchangeCode

Gets or sets exchange code of the last trade.

public char ExchangeCode { get; set; }

Property Value

char

IsExtendedTradingHours

Gets or sets a value indicating whether last trade was in extended trading hours.

public bool IsExtendedTradingHours { get; set; }

Property Value

bool

Price

Gets or sets price of the last trade.

public double Price { get; set; }

Property Value

double

Sequence

Gets or sets sequence number of the last trade to distinguish trades that have the same Time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MaxSequence.

public int Sequence { get; set; }

Property Value

int

Exceptions

ArgumentException

If sequence out of range.

Size

Gets or sets size of this last trade event as floating number with fractions.

public double Size { get; set; }

Property Value

double

TickDirection

Gets or sets tick direction of the last trade.

public Direction TickDirection { get; set; }

Property Value

Direction

Time

Gets or sets time of the last trade. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

public long Time { get; set; }

Property Value

long

TimeNanoPart

Gets or sets microseconds and nanoseconds time part of the last trade.

public int TimeNanoPart { get; set; }

Property Value

int

TimeNanos

Gets or sets time of the last trade in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

public long TimeNanos { get; set; }

Property Value

long

TimeSequence

Gets or sets time and sequence of last trade packaged into single long value. Do not set this property directly. Sets Time and/or Sequence.

public long TimeSequence { get; set; }

Property Value

long

Methods

BaseFieldsToString()

Returns string representation of this trade fields.

protected string BaseFieldsToString()

Returns

string

The string representation.

ToString()

Returns string representation of this base trade event's.

public override string ToString()

Returns

string

The string representation.